/*******************************************OVERVIEW*******************************************************
 
 Political Shocks and Asset Prices
 
 Replication do file
 
 Table 2: Average values of the pre- and post-event volatility ratios across different political events
 
 Version July 9 2021 
 
  
********************************************************************************************************************/

clear
set more off
#delimit ;


/*Set Directory -- You will need to adjust this line of code accordingly */; 


cd "/Users/ssaiegh/Files/Mac/UCSD/Carnahan/Shocks/Replication Files";

/*Create Log File*/;

log using "Table 2", replace text;


/*Load Data File*/;

use "results_sp_argentina_2020.dta";

/*Generate Table Results*/;


ttest ratio_nom==0 if F.event==1;
ttest ratio_nom==0 if event==1;

ttest ratio_inf==0 if F.event==1;
ttest ratio_inf==0 if event==1;

ttest ratio_dol==0 if F.event==1;
ttest ratio_dol==0 if event==1;

ttest ratio_nom==0 if F.steward==1;
ttest ratio_nom==0 if steward==1;

ttest ratio_inf==0 if F.steward==1;
ttest ratio_inf==0 if steward==1;

ttest ratio_dol==0 if F.steward==1;
ttest ratio_dol==0 if steward==1;


ttest ratio_nom==0 if F.steward==1 & F.gov_change==0;
ttest ratio_nom==0 if steward==1 & gov_change==0;

ttest ratio_inf==0 if F.steward==1 & F.gov_change==0;
ttest ratio_inf==0 if steward==1 & gov_change==0;

ttest ratio_dol==0 if F.steward==1 & F.gov_change==0;
ttest ratio_dol==0 if steward==1 & gov_change==0;


ttest ratio_nom==0 if F.gov_change==1 & F.case!=3671 & F.case!=3799; 
ttest ratio_nom==0 if gov_change==1 & case!=3671 & case!=3799; 

ttest ratio_inf==0 if F.gov_change==1 & F.case!=3671 & F.case!=3799; 
ttest ratio_inf==0 if gov_change==1 & case!=3671 & case!=3799; 

ttest ratio_dol==0 if F.gov_change==1 & F.case!=3671 & F.case!=3799; 
ttest ratio_dol==0 if gov_change==1 & case!=3671 & case!=3799; 


ttest ratio_nom==0 if F.gov_change==1 & F.case!=3671 & F.case!=3799 & F.dem_change==0; 
ttest ratio_nom==0 if gov_change==1 & case!=3671 & case!=3799 & dem_change==0; 

ttest ratio_inf==0 if F.gov_change==1 & F.case!=3671 & F.case!=3799 & F.dem_change==0; 
ttest ratio_inf==0 if gov_change==1 & case!=3671 & case!=3799 & dem_change==0; 

ttest ratio_dol==0 if F.gov_change==1 & F.case!=3671 & F.case!=3799 & F.dem_change==0; 
ttest ratio_dol==0 if gov_change==1 & case!=3671 & case!=3799 & dem_change==0; 


ttest ratio_nom==0 if F.dem_change==1;
ttest ratio_nom==0 if dem_change==1;

ttest ratio_inf==0 if F.dem_change==1;
ttest ratio_inf==0 if dem_change==1;

ttest ratio_dol==0 if F.dem_change==1;
ttest ratio_dol==0 if dem_change==1;

ttest ratio_nom==0 if F.elec==1;
ttest ratio_nom==0 if elec==1;

ttest ratio_inf==0 if F.elec==1;
ttest ratio_inf==0 if elec==1;

ttest ratio_dol==0 if F.elec==1;
ttest ratio_dol==0 if elec==1;

ttest ratio_nom==0 if F.terror==1;
ttest ratio_nom==0 if terror==1;

ttest ratio_inf==0 if F.terror==1;
ttest ratio_inf==0 if terror==1;

ttest ratio_dol==0 if F.terror==1;
ttest ratio_dol==0 if terror==1;


log c;
